The macOS Calendar application can add its own alarms to events in subscribed calendars. To remove them, follow these instructions.
Step 1
Open the Calendar menu and select Preferences.
Step 2
Select the account where the subscribed calendars are (usually iCloud or On My Mac). It is possible, although unlikely, that you have subscriptions to multiple different accounts. In this case you must disable alarms for each one.
Make sure both Events and All Day Events are set to None.